research/stat_pairs_backtest
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Oleg Sheynin
2025-06-26 00:48:57 +00:00
parent 8d58439f44
commit 191feb341d
4 changed files with 1466 additions and 50 deletions
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configuration/equity.cfg
+2 -2
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@@ -19,8 +19,8 @@
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"funding_per_pair": 2000.0,
"strategy_class": "strategies.StaticFitStrategy"
# "strategy_class": "strategies.SlidingFitStrategy"
# "strategy_class": "strategies.StaticFitStrategy"
"strategy_class": "strategies.SlidingFitStrategy"
"exclude_instruments": ["CAN"]
}